Marshfield Centrated Opportunity Fund Market Value
MRFOX Fund | USD 31.75 0.04 0.13% |
Symbol | Marshfield |
Marshfield Centrated 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Marshfield Centrated's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Marshfield Centrated.
04/09/2022 |
| 03/29/2024 |
If you would invest 0.00 in Marshfield Centrated on April 9, 2022 and sell it all today you would earn a total of 0.00 from holding Marshfield Centrated Opportunity or generate 0.0% return on investment in Marshfield Centrated over 720 days. Marshfield Centrated is related to or competes with American Funds, American Funds, Growth Fund, Growth Fund, Growth Fund, Growth Fund, and Growth Fund. The fund seeks to achieve its investment objective by investing principally in a portfolio of common stocks of companies... More
Marshfield Centrated Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Marshfield Centrated's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Marshfield Centrated Opportunity upside and downside potential and time the market with a certain degree of confidence.
Downside Deviation | 0.4472 | |||
Information Ratio | 0.1085 | |||
Maximum Drawdown | 1.97 | |||
Value At Risk | (0.57) | |||
Potential Upside | 0.8954 |
Marshfield Centrated Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marshfield Centrated's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marshfield Centrated's standard deviation. In reality, there are many statistical measures that can use Marshfield Centrated historical prices to predict the future Marshfield Centrated's volatility.Risk Adjusted Performance | 0.2201 | |||
Jensen Alpha | 0.1919 | |||
Total Risk Alpha | 0.0711 | |||
Sortino Ratio | 0.1124 | |||
Treynor Ratio | (1.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Marshfield Centrated's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Marshfield Centrated Backtested Returns
We consider Marshfield Centrated very steady. Marshfield Centrated has Sharpe Ratio of 0.41, which conveys that the entity had a 0.41% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Marshfield Centrated, which you can use to evaluate the volatility of the fund. Please verify Marshfield Centrated's Risk Adjusted Performance of 0.2201, mean deviation of 0.3788, and Coefficient Of Variation of 250.15 to check out if the risk estimate we provide is consistent with the expected return of 0.19%. The fund secures a Beta (Market Risk) of -0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Marshfield Centrated are expected to decrease at a much lower rate. During the bear market, Marshfield Centrated is likely to outperform the market.
Auto-correlation | 0.81 |
Very good predictability
Marshfield Centrated Opportunity has very good predictability. Overlapping area represents the amount of predictability between Marshfield Centrated time series from 9th of April 2022 to 4th of April 2023 and 4th of April 2023 to 29th of March 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Marshfield Centrated price movement. The serial correlation of 0.81 indicates that around 81.0% of current Marshfield Centrated price fluctuation can be explain by its past prices.
Correlation Coefficient | 0.81 | |
Spearman Rank Test | 0.74 | |
Residual Average | 0.0 | |
Price Variance | 3.93 |
Marshfield Centrated lagged returns against current returns
Autocorrelation, which is Marshfield Centrated mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Marshfield Centrated's mutual fund expected returns. We can calculate the autocorrelation of Marshfield Centrated returns to help us make a trade decision. For example, suppose you find that Marshfield Centrated has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
Timeline |
Marshfield Centrated regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Marshfield Centrated mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marshfield Centrated mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marshfield Centrated mutual fund over time.
Current vs Lagged Prices |
Timeline |
Marshfield Centrated Lagged Returns
When evaluating Marshfield Centrated's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marshfield Centrated mutual fund have on its future price. Marshfield Centrated autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Marshfield Centrated autocorrelation shows the relationship between Marshfield Centrated mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Marshfield Centrated Opportunity.
Regressed Prices |
Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Marshfield Centrated in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Marshfield Centrated's short interest history, or implied volatility extrapolated from Marshfield Centrated options trading.
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Complementary Tools for Marshfield Mutual Fund analysis
When running Marshfield Centrated's price analysis, check to measure Marshfield Centrated's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Marshfield Centrated is operating at the current time. Most of Marshfield Centrated's value examination focuses on studying past and present price action to predict the probability of Marshfield Centrated's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Marshfield Centrated's price. Additionally, you may evaluate how the addition of Marshfield Centrated to your portfolios can decrease your overall portfolio volatility.
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Marshfield Centrated technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.